-75.3%
MARA vs KDP
+173.3%
-248.6%
-99.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 2016-09-10 to 2026-09-10.
| Period | Portfolio | KDP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.1% | -1.9% | -2.2% | -3.4% |
| 7D | -1.5% | -4.3% | +2.9% | +0.1% |
| 30D | +18.1% | +7.8% | +10.3% | +14.6% |
| 3M | -9.4% | -0.1% | -9.4% | -10.2% |
| 6M | +33.4% | +14.0% | +19.4% | +25.4% |
| YTD | +27.3% | +15.1% | +12.2% | +18.8% |
| 1Y | -27.9% | +18.5% | -46.4% | -34.0% |
| 3Y | +4.8% | +2.9% | +1.9% | -0.3% |
| 5Y | -68.0% | +3.0% | -71.0% | -69.2% |
| All | -75.3% | +173.3% | -248.6% | -76.4% |
Cumulative growth
Daily Returns
Daily percentage return beside KDP.
Daily Out/Under-Performance
Portfolio return minus KDP return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × KDP return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 2016-09-10 to 2026-09-10: compounded portfolio wealth divided by compounded KDP wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
2016-09-10 to 2026-09-10 analysis · Full analysis span regression · 6 months rolling